+863.2%
CDW vs INCY
+499.3%
+364.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +3.2% | +1.9% | +1.3% | +2.8% |
| 30D | +9.3% | +5.8% | +3.5% | +8.1% |
| 3M | +9.8% | +25.2% | -15.4% | +5.2% |
| 6M | +23.3% | +28.2% | -4.9% | +17.2% |
| YTD | +13.7% | +28.3% | -14.7% | +7.8% |
| 1Y | -6.5% | +48.3% | -54.8% | -14.0% |
| 3Y | -25.2% | +95.9% | -121.2% | -35.8% |
| 5Y | -19.5% | +66.6% | -86.1% | -29.2% |
| 10Y | +285.8% | +54.5% | +231.3% | +228.5% |
| All | +863.2% | +499.3% | +364.0% | +683.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling